Analyst supporting the Independent Price Verification for a global investment bank

Responsibilities:

• Conduct Independent Price Verification (IPV) on complex trading books and ensure IPV issues outside accepted tolerances are reported and dealt with promptly.
• Calculate monthly valuation adjustments.
• Provide weekly reports on significant price changes & trends and their P&L impact on related trading books.
• Daily review of P&L decomp in collaboration with Market Risk Group and provide alerts on material market information not incorporated in end of the day (EOD) values.
• Liaise with IT, GRM and Product Control to design system requirements for the above.
• Design ad hoc P&L decomp for high risk portfolios, pending automation.
• Daily monitoring of Day 1 & trade exit P&L, Cash Flow and unrealized gains profile.
• Develop new and enhance existing Valuation policies.
• Model & Valuation Methodology review

Requirements:

• 5+ years experience in pricing /market risk / IPV assessment within an investment bank
• Solid practical knowledge of financial products, pricing and portfolio valuation.
• Proven initiatives in risk systems development
• Strong communication and interpersonal skills.
• Masters degree in a quantitative discipline. CFA/FRM/PRM preferred

To apply: For immediate consideration, please forward resume and contact details to: info@ashtonlanegroup.com

Ashton Lane Group is a boutique executive recruitment firm serving the Banking, Insurance, and Alternative Investment sectors. For the latest opportunities, visit www.AshtonLaneGroup.com

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